jc_prop_update: update_sigma
In mrc-ide/squire: SEIR transmission model of COVID-19

jc_prop_update

R Documentation

update_sigma

Description

Involved in the Johnstone-Change optimisation within the Metropolis-Hastings MCMC. Function to iteratively update the scaling factor and covariance matrix involved in the proposal distribution.

Usage

jc_prop_update(
  accepted,
  i,
  current_sf,
  previous_mu,
  current_parameters,
  current_covariance_matrix,
  required_acceptance_ratio
)

Arguments

`accepted`	whether or not the most recent parameter proposal was accepted
`i`	the iteration number
`current_sf`	the current scaling factor
`previous_mu`	running average of the MCMC parameters
`current_parameters`	current parameters
`current_covariance_matrix`	current covariance matrix
`required_acceptance_ratio`	required acceptance ratio